FIRST ORDER AUTOREGRESSION - INFERENCE ESTIMATION AND PREDICTION

[1] Distribution of the serial correlation coefficient [J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 1 - 13

[2] ANDERSON RL, 1941, THESIS IOWA STATE CO

[3] BARTLETT MS, 1946, J ROY STAT SOC B, V8, P27

[4] BARTLETT MS, 1935, J ROYAL STATISTICA A, V98

[5] COPAS JB, 1966, J ROYAL STATISTI A 1, V129

[6] Further contributions to the problem of serial correlation [J]. ANNALS OF MATHEMATICAL STATISTICS, 1944, 15 : 119 - 144

[7] DURBIN J, 1951, ANN MATH STAT, V22, P446

[8] THE DISTRIBUTION OF THE RATIOS OF CERTAIN QUADRATIC-FORMS IN TIME-SERIES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1957, 28 (03): : 724 - 730

[9] THE MODIFIED MEAN-SQUARE SUCCESSIVE DIFFERENCE AND RELATED STATISTICS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1956, 27 (03): : 819 - 824

[10] Tabulation of the probabilities for the ratio of the mean square successive difference to the variance [J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 207 - 214

[1] Distribution of the serial correlation coefficient [J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 1 - 13

[2] ANDERSON RL, 1941, THESIS IOWA STATE CO

[3] BARTLETT MS, 1946, J ROY STAT SOC B, V8, P27

[4] BARTLETT MS, 1935, J ROYAL STATISTICA A, V98

[5] COPAS JB, 1966, J ROYAL STATISTI A 1, V129

[6] Further contributions to the problem of serial correlation [J]. ANNALS OF MATHEMATICAL STATISTICS, 1944, 15 : 119 - 144

[7] DURBIN J, 1951, ANN MATH STAT, V22, P446

[8] THE DISTRIBUTION OF THE RATIOS OF CERTAIN QUADRATIC-FORMS IN TIME-SERIES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1957, 28 (03): : 724 - 730

[9] THE MODIFIED MEAN-SQUARE SUCCESSIVE DIFFERENCE AND RELATED STATISTICS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1956, 27 (03): : 819 - 824

[10] Tabulation of the probabilities for the ratio of the mean square successive difference to the variance [J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 207 - 214